+430.7%
FCX vs AVAV
+423.1%
+7.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.6% | -7.7% | +1.9% |
| 7D | -1.0% | +3.2% | -4.2% | -2.0% |
| 30D | -15.2% | -7.4% | -7.8% | -14.1% |
| 3M | -10.3% | -32.0% | +21.7% | -2.8% |
| 6M | +1.6% | -24.6% | +26.1% | +5.1% |
| YTD | +23.9% | -47.5% | +71.4% | +35.7% |
| 1Y | +58.0% | -61.5% | +119.5% | +86.1% |
| 3Y | +94.6% | +5.5% | +89.1% | +60.5% |
| 5Y | +70.4% | +35.7% | +34.6% | +20.7% |
| 10Y | +430.7% | +379.1% | +51.6% | +153.6% |
| All | +430.7% | +423.1% | +7.5% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling